SPARSE GRID STOCHASTIC COLLOCATION METHOD FOR STOCHASTIC BURGERS EQUATION (Q2970142)
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scientific article
| Language | Label | Description | Also known as |
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| English | SPARSE GRID STOCHASTIC COLLOCATION METHOD FOR STOCHASTIC BURGERS EQUATION |
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SPARSE GRID STOCHASTIC COLLOCATION METHOD FOR STOCHASTIC BURGERS EQUATION (English)
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27 March 2017
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Ornstein-Uhlenbeck process
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Karhunen-Loève expansion
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sparse grids collocation
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finite element method
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stochastic Burgers equation
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Galerkin-conservation method
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numerical experiments
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